Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and fixed income instruments by using the generalized Hurst approach. We show that the scaling exponents are associated with characteristics of the specific markets and can be used to differentiate markets in their stage of development. The robustness of the results is tested by both Monte-Carlo studies and a computation of the scaling in the frequency-domain.Scaling exponents; Time series analysis; Multi-fractals

Depolarization volume and correlation length in the homogenization of anisotropic dielectric composites

In conventional approaches to the homogenization of random particulate composites, both the distribution and size of the component phase particles are often inadequately taken into account. Commonly, the spatial distributions are characterized by volume fraction alone, while the electromagnetic response of each component particle is represented as a vanishingly small depolarization volume. The strong-permittivity-fluctuation theory (SPFT) provides an alternative approach to homogenization wherein a comprehensive description of distributional statistics of the component phases is accommodated. The bilocally-approximated SPFT is presented here for the anisotropic homogenized composite which arises from component phases comprising ellipsoidal particles. The distribution of the component phases is characterized by a two-point correlation function and its associated correlation length. Each component phase particle is represented as an ellipsoidal depolarization region of nonzero volume. The effects of depolarization volume and correlation length are investigated through considering representative numerical examples. It is demonstrated that both the spatial extent of the component phase particles and their spatial distributions are important factors in estimating coherent scattering losses of the macroscopic field.Comment: Typographical error in eqn. 16 in WRM version is corrected in arxiv versio

Geometric invariance of mass-like asymptotic invariants

We study coordinate-invariance of some asymptotic invariants such as the ADM mass or the Chru\'sciel-Herzlich momentum, given by an integral over a "boundary at infinity". When changing the coordinates at infinity, some terms in the change of integrand do not decay fast enough to have a vanishing integral at infinity; but they may be gathered in a divergence, thus having vanishing integral over any closed hypersurface. This fact could only be checked after direct calculation (and was called a "curious cancellation"). We give a conceptual explanation thereof.Comment: 13 page

Boltzmann and hydrodynamic description for self-propelled particles

We study analytically the emergence of spontaneous collective motion within large bidimensional groups of self-propelled particles with noisy local interactions, a schematic model for assemblies of biological organisms. As a central result, we derive from the individual dynamics the hydrodynamic equations for the density and velocity fields, thus giving a microscopic foundation to the phenomenological equations used in previous approaches. A homogeneous spontaneous motion emerges below a transition line in the noise-density plane. Yet, this state is shown to be unstable against spatial perturbations, suggesting that more complicated structures should eventually appear.Comment: 4 pages, 3 figures, final versio

Improving the accuracy of 1D SNMR surveys using the multi-central-loop configuration

Temeljna svrha i cilj ovoga rada bilo je ispitati koliko su potrošači skloni dijeljenju svojih turističkih iskustva s drugima te putem kojih medija. Osim navedenog, drugi cilj provedenog istraživanja bilo je utvrditi koliko su potrošačima važna iskustva i komentari drugih posjetitelja u procesu donošenja odluke o kupnji. Istraživanje je provedeno metodom ispitivanja, a kao instrument korišten je anketni upitnik sastavljen od 22 pitanja. Utvrđivanjem problema istraživanja, postavljene su tri hipoteze. Od tri hipoteze, u potpunosti je dokazana samo prva koja pretpostavlja da su potrošačima tuđa iskustva i komentari od velike važnosti kod planiranja i odabira putovanja. Druga hipoteza je djelomično potvrđena, tj. potvrđeno je da su potrošači skloni dijeliti svoja iskustva s drugima u situaciji kada su jako zadovoljni dok s druge strane nije potvrđeno kako su potrošači skloni dijeliti svoja iskustva u situaciji kada su nezadovoljni uslugom ili proizvodom. Na kraju, potvrđena je i treća hipoteza koja pretpostavlja kako su potrošači skloni dijeljenju vlastitog turističkog iskustva putem više društvenih medija, iako je utvrđeno kako najveći broj ispitanika ne dijeli svoja turistička iskustva. Istraživano je i mišljenje ispitanika o turističkoj destinaciji iz snova, a iznenađujuće, najveći broj ispitanika je navelo hrvatske destinacije kao svoje destinacije iz snova kao i one koje su im dosada pružile najnezaboravnije turističko iskustvo. Potrebno je provesti detaljnija istraživanja kako bi se detaljnije istražilo novije društvene medije koji su dostupni potrošačima za dijeljenje svog iskustva

Multi-site observations of Delta Scuti stars 7 Aql and 8 Aql (a new Delta Scuti variable): The twelfth STEPHI campaign in 2003

We present an analysis of the pulsation behaviour of the Delta Scuti stars 7 Aql (HD 174532) and 8 Aql (HD 174589) -- a new variable star -- observed in the framework of STEPHI XII campaign during 2003 June--July. 183 hours of high precision photometry were acquired by using four-channel photometers at three sites on three continents during 21 days. The light curves and amplitude spectra were obtained following a classical scheme of multi-channel photometry. Observations in different filters were also obtained and analyzed. Six and three frequencies have been unambiguously detected above a 99% confidence level in the range 0.090 mHz--0.300 mHz and 0.100 mHz-- 0.145 mHz in 7 Aql and 8 Aql respectively. A comparison of observed and theoretical frequencies shows that 7 Aql and 8 Aql may oscillate with p modes of low radial orders, typical among Delta Scuti stars. In terms of radial oscillations the range of 8 Aql goes from n=1 to n=3 while for 7 Aql the range spans from n=4 to n=7. Non-radial oscillations have to be present in both stars as well. The expected range of excited modes according to a non adiabatic analysis goes from n=1 to n=6 in both stars.Comment: 8 pages, 7 fugures, 5 tables, accepted for publication in Astronomical Journa

Improving the accuracy of 1D SNMR surveys using the multi-central-loop configuration

A multi-central loop configuration has been studied through forward and inverse modelling of synthetics and real data. This set-up takes advantage of the multichannel features of the NMR device and consists of using several (2 to 3) additional receiver loops displayed concentrically with the main transmitter/receiver loop, which all record the NMR signal simultaneously within a single acquisition. If the loop diameters are chosen appropriately, the kernel sensitivity distributions for each receiver loop can show complementary features. Inverting simultaneously the data sets obtained through each different receiver loop can then enhance the accuracy of the final model. To do so, a 1D QT inversion scheme in the frequency domain dedicated to the inversion of multiple data sets is being used. One challenging feature is to adapt the regularization of the inverse process so as to handle correctly the noise originating from different data sets. The efficiency of this multi-central loop acquisition set-up and procedure is being assessed through the forward and inverse modelling of several scenarios implying varying aquifer characteristics. Finally a field case is being presented that was conducted on a low noise level site located in Germany, where conditions were favourable to the implementation and testing of circular multi-central loop configurations.We also introduce a new method for determining NMR parameters, named the prediction-focused-approach (PFA), that is based on statistical analysis of a large number of simple models. We observe, using synthetic examples, that the effciency of the method benefits from the use of the multi-central-loop configurations

Roles of proton-neutron interactions in alpha-like four-nucleon correlations

An extended pairing plus QQ force model, which has been shown to successfully explain the nuclear binding energy and related quantities such as the symmetry energy, is applied to study the alpha-like four-nucleon correlations in 1f_{7/2} shell nuclei. The double difference of binding energies, which displays a characteristic behavior at $N \approx Z$, is interpreted in terms of the alpha-like correlations. Important roles of proton-neutron interactions forming the alpha-like correlated structure are discussed.Comment: 10 pages, 2 figures, RevTex, submitted to Phys. Rev.

Cross-section and polarization of neutrino-produced τ\tau's made simple

Practical formulae are derived for the cross-section and polarization of the $\tau$ lepton produced in deep-inelastic neutrino-nucleon scattering in the frame of the simple quark-parton model.Comment: 10 pages, no figure

Ultracold collisions involving heteronuclear alkali metal dimers

We have carried out the first quantum dynamics calculations on ultracold atom-diatom collisions in isotopic mixtures. The systems studied are spin-polarized 7Li + 6Li7Li, 7Li + 6Li2, 6Li + 6Li7Li and 6Li + 7Li2. Reactive scattering can occur for the first two systems even when the molecules are in their ground rovibrational states, but is slower than vibrational relaxation in homonuclear systems. Implications for sympathetic cooling of heteronuclear molecules are discussed.Comment: 4 pages, 3 figure